+728.8%
WMT vs FTNT
+9,162.9%
-8,434.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.3% |
| 30D | -5.0% | -1.4% | -3.6% | -5.0% |
| 3M | -11.3% | +10.1% | -21.4% | -12.2% |
| 6M | -13.8% | +88.2% | -102.0% | -19.0% |
| YTD | -4.2% | +98.3% | -102.5% | -10.6% |
| 1Y | +4.6% | +96.0% | -91.4% | -2.4% |
| 3Y | +100.5% | +145.8% | -45.3% | +81.3% |
| 5Y | +129.7% | +154.6% | -25.0% | +102.8% |
| 10Y | +423.4% | +2,063.6% | -1,640.2% | +283.2% |
| All | +728.8% | +9,162.9% | -8,434.1% | +442.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling